Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51661.42 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48462.36 Kr¶

PnL: ---------------------------------------> -625.21 Kr¶

DD now: ---------------------------------> -0.545 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:21:53.145944'

Anic Portfolio¶

Today¶

Return: 0.043 %¶

This Week¶

Return: 8.699 %¶

Total¶

Return: 69.126 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.370000 812.400000 139.400000 20.710000 673.000000
FM Mattsson Mora Group B 54 -3.470000 3304.800000 124.800000 3.920000 3180.000006
Nordea Bank Abp 29 0.720000 3557.140000 103.140000 2.990000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.190000 3457.600000 80.600000 2.390000 3377.000000
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.640000 617.100000 53.100000 9.410000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
AcadeMedia 12 0.650000 595.200000 38.200000 6.860000 557.000004
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.840000 390.700000 35.700000 10.060000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Securitas B 6 2.010000 583.560000 13.560000 2.380000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Boozt 12 2.060000 1664.400000 10.400000 0.630000 1653.999996
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 2.150000 575.840000 -1.160000 -0.200000 576.999999
Midsona B 63 0.660000 578.970000 -4.030000 -0.690000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.080000 510.250000 -23.750000 -4.450000 533.999999
International Petroleum Corp. 5 -0.180000 561.500000 -33.070000 -5.560000 594.565215
Essity B 2 -1.650000 536.400000 -37.600000 -6.550000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.310000 3900.000000 -400.000000 -9.300000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48462.360000 -625.210000 -0.54474% 49087.564636

Updated:¶

'2023-02-01 15:22:05.823671'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶